program drop _all
program define TABLE7prog, rclass
version 14
syntax, beta0(real) betax(real) betay(real) rhox(real) smallobs(integer) bigobs(integer)
drop _all
local truLRP = `betax'/(1-`betay')

// Create the data// Create the data
set obs `bigobs' 
gen t = _n
tsset t
gen x=rnormal()
replace x = `rhox'*L.x + rnormal() in 2/l
gen u=rnormal()
// We initialize y as its LR equilibrium value
gen y = `beta0'/(1-`betay')
replace y = `beta0' + `betax'*x+`betay'*L.y + u in 2/l


cointreg y x in -`smallobs'/l, est(dols) kernel(none)
return scalar LRP = _b[x]
test _b[x] == `truLRP'
return scalar pLRP = r(p)



end
